A number of modern high speed trains such as the TGV and the Eurostar are articulated rather than coupled.
In conventional trains, each carriage has a bogie at each end which swivels on a central mount, providing the ability to take corners. And each carriage is then joined together with a coupling that provides a physical linkage as well as power, signalling, control etc.
Many high speed trains take a different approach. Rather than a bogie at each end of every carriage, there is a single "truck" at each join, which supports the ends of two adjacent carriages. This means the entire train is articulated together as a single unit. (Eurostar trains actually are coupled together in the middle - this is so if there's a problem in the Channel Tunnel, they can move all the passengers to one half of the train and drive it out leaving the failed half behind. metalangel also reminded me that there is a conventional coupling between the actual locomotives at either end and the carriages themselves. Often on the modern trains (such as the Eurostar), these are high-tech automatic couplers that make the physical link and all the electrical links without human intervention.
The biggest single advantage with the articulated linkage is rigidity. As a result of derailment, traditional train carriages can jacknife around, crashing into each other and whatever else is beside the track. This of course can cause serious injury and damage. With the articulated design, the train stays together and travelling in the same direction, slowing but not moving laterally. This usually results in far less injury and damage. On the other hand, the ICE (the German high speed train which uses conventional coupling) had a high speed accident and did jacknife causing injury to the passengers.